Changes in Version 2.3.1 (DA)
  o doc fixed

Changes in Version 2.3.0 (DA,SL)
  o doc fixed
  o alphaScreening now also outputs the betas
  o bug in lambda resampling fixed

Changes in Version 2.2.5 (DA)
  o doc fixed

Changes in Version 2.2.3 (DA)
  o url fixed

Changes in Version 2.2.1 (DA)
  o switch to parallel package
  o references updated

Changes in Version 2.1.4 (DA)
  o small fix in counting NA

Changes in Version 2.1.3 (DA)
  o documentation fixes

Changes in Version 2.1.2 (DA)
  o documentation fixes

Changes in Version 2.1.1 (DA)
  o documentation fixes
  o first CRAN release

Changes in Version 2.1.00 (DA)
  o New PeerPerformance documentation
  o compiler imported directly within function

Changes in version 2.0.11 (DA)
  o Examples added
  o Block length not exported anymore

Changes in version 2.0.10 (DA)
  o Roxygen documentation
  o testthat added
  o format of code

Changes in version 2.0.9 (DA)
  o Update CITATION and DESCRIPTION

Changes in version 2.0.8 (DA)
  o Small improvements with compiler
  o Citations updated

Changes in version 2.0.6 and 2.0.7 (DA)
  o Various improvements
  o Small fix in documentation

Changes in Version 2.0.5 (DA)
  o Fix in documentation for modified Sharpe testing
  o Small fix in pvalue computation by bootstrap (symmetric)

Changes in Version 2.0.4 (DA)
  o Bug fix for alpha screening when NA are in the dataset
  o Risk-free rate removed
  o Tstat used for attribution

Changes in Version 2.0.3 (DA)
  o Major functions contain risk-free rates (zero by default)
  o Documentation updated
  o Adjustement factor robustified

Changes in Version 2.0.2 (DA)
  o alphaScreening fixed
  o alphaScreening now encompasses hac estimation with sandwich and lmtest
  o citation file updated

Changes in Version 2.0.1 (DA)
  o new package's name
  o new package's number
  o new package's structure

Changes in Version 1-00.15 (DA)
  o pi+ fixed
  o default settings for lambda = NULL

Changes in Version 1-00.14 (DA)
  o fix of errors in examples

Changes in Version 1-00.13 (DA)
  o control parameters for lambda data driven (NULL)
  o documentation updated
  o function for optimal lambda corrected and enhanced
  o funcion pizero and pi corrected

Changes in Version 1-00.12 (DA)
  o attribution proportions corrected
  o computation of pi0 now accounts for NA in pvalues (in msharpe with na.rm = FALSE)
  o new data set (randomized data) added

Changes in Version 1-00.11 (DA)
  o functions for computing the standard deviation based on the delta rule are now
    coded outside and therefore accessible
  o optimal block length added for sharpe and modified sharpe with documentation

Changes in Version 1-00.10 (DA)
  o bootstrap p-value consistent with Barras et al.
  o control ttype = 1, or = 2, indicating if based on ratio or product
  o control ptype = 1, or = 2, indicating of pvalue based on symmetric or asymmetric version
    of bootstrap
  o several speedup

Changes in Version 1-00.09 (DA)
  o simplification of boostrap functions for Sharpe and modified Sharpe

Changes in Version 1-00.08 (DA)
  o various fixes/improvements based on codetools package's outputs

Changes in Version 1-00.07 (DA)
  o modified Sharpe ratio set to NA whenever the modified VaR is negative
  o function sharpe added
  o function msharpe added
  o other functions modified to rely on sharpe and msharpe functions
  o documentation modified with X instead of rdata
  o removed default values for subfunctions to avoid wrong defaults

Changes in Version 1-00.06 (DA)
  o change of data; now using the reconstructed database of HFR

Changes in Version 1-00.05 (DA)
  o hac estimator modified in mSharpe testing; now bounded to T

Changes in Version 1-00.04 (DA)
  o modified Sharpe ratio testing and screening added
  o documentation modified

Changes in Version 1-00.03 (DA)
  o circular bootstrap with user-defined block length added
  o boostrap relies on random integers instead of uniform numbers
  o documentation modified
  o enhancement of functions descriptions

Changes in Version 1-00.02 (DA)
  o hac estimator added to sharpeTesting and sharpeScreening
  o hac studentized bootstrap estimator added to sharpeTesting and sharpeScreening
  o documentation modified
  o package and paper presented to the R/Finance conference 2012; see http://www.rinfinance.com/

Changes in Version 1-00.01 (DA)
  o first release
  o package includes (parallel) alpha and sharpe screening algorithms